+18.8%
CLF vs RIG
+97.6%
-78.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.1% |
| 7D | +7.6% | +0.9% | +6.7% | +7.5% |
| 30D | -1.2% | +13.8% | -15.0% | -2.5% |
| 3M | -13.4% | -6.4% | -7.0% | -13.9% |
| 6M | +15.4% | -8.2% | +23.6% | +14.0% |
| YTD | -5.9% | +41.6% | -47.5% | -11.8% |
| 1Y | +18.8% | +88.7% | -69.9% | +12.4% |
| All | +18.8% | +97.6% | -78.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling